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MMSEL: Stata module to simulate (counterfactual) distributions from quantile regressions (w/optional sample selection correction)

Author

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  • Sami Souabni

    () (Swansea University)

Abstract

Simulates (counterfactual) distributions from quantile regressions. Based on Machado and Mata (2005). An option to correct for sample selection has been added, using an adaptation of the procedure described in Albrecht et. al (2009). Multiple options available for different reference groups, following Oaxaca (1973), Blinder (1973) Oaxaca Ransom (1994) and Jann (2008). After simulation of conditional distributions, the differences between these distributions are decomposed and graphed into explained and unexplained components.

Suggested Citation

  • Sami Souabni, 2012. "MMSEL: Stata module to simulate (counterfactual) distributions from quantile regressions (w/optional sample selection correction)," Statistical Software Components S457441, Boston College Department of Economics, revised 02 Jan 2013.
  • Handle: RePEc:boc:bocode:s457441
    Note: This module should be installed from within Stata by typing "ssc install mmsel". Windows users should not attempt to download these files with a web browser.
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    Keywords

    quantile; distributions; selection;

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